+20.7%
XLK vs PSX
+97.5%
-76.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.5% |
| 7D | -7.6% | -5.2% | -2.4% | -8.1% |
| 30D | -12.2% | -3.7% | -8.4% | -12.4% |
| 3M | -5.5% | +26.8% | -32.2% | -2.6% |
| 6M | +9.2% | +47.3% | -38.1% | +14.8% |
| YTD | +23.0% | +105.4% | -82.4% | +31.4% |
| 1Y | +20.7% | +96.9% | -76.2% | +29.3% |
| All | +20.7% | +97.5% | -76.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling